estimating the the BTVC-VAR model.

[ndzama]

Hi Gareth,

I would like to inquire if there is an add-in or command available for conducting forecasts using estimates from a Switching VAR model (MSVAR). Your guidance on this matter would be greatly appreciated.

Kind regards,
Nwabisa Ndzama

[ndzama]

Hi Gareth,

I would like to inquire if there is an add-in or command available for conducting forecasts using estimates from a Switching VAR model (MSVAR). Your guidance on this matter would be greatly appreciated.

This syntax didn't work:
ca_{%c}_var06.forecast(f=na) NNS
'Error message: Forecasting is not available for this VAR estimation method in "CA_{%C}_VAR06.FORECAST(F=NA) NNS" on line 1913.

Kind regards,
Nwabisa Ndzama

[EViews Gareth]

No.

[ndzama]

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

[ndzama]

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

[ndzama]

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

[ndzama]

Hi Gareth,

I trust you are well.

I have tried to estimate the STVAR, using both the Maximum Likelihood Estimation and the NonLinear Least Squares (nls). I get an error message. Please see attached files.

Kindly assist,
Nwabisa Ndzama